If you live in Europe you will have limited options to buy gold for cash anonymously. It requires some research to find the shops that will let you buy for even 100K euro at a time with out ID and with the new rules in place.
For good reasons I don't go and mention them here, but you will simply need to find a favorit shop where you can walk in, small towns, start with small amounts you buy and then slowly go up and then ask them how you go about it. Once they have seen you come in the same shop frequently they are most often willing to help you.